ECBOT 30 Year Treasury Bond Future September 2015
| Trading Metrics calculated at close of trading on 17-Jun-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2015 |
17-Jun-2015 |
Change |
Change % |
Previous Week |
| Open |
150-23 |
151-22 |
0-31 |
0.6% |
149-21 |
| High |
151-23 |
151-28 |
0-05 |
0.1% |
151-22 |
| Low |
150-15 |
149-18 |
-0-29 |
-0.6% |
147-16 |
| Close |
151-16 |
151-03 |
-0-13 |
-0.3% |
150-15 |
| Range |
1-08 |
2-10 |
1-02 |
85.0% |
4-06 |
| ATR |
1-31 |
2-00 |
0-01 |
1.3% |
0-00 |
| Volume |
187,155 |
260,957 |
73,802 |
39.4% |
1,166,800 |
|
| Daily Pivots for day following 17-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
156-24 |
152-12 |
|
| R3 |
155-15 |
154-14 |
151-23 |
|
| R2 |
153-05 |
153-05 |
151-17 |
|
| R1 |
152-04 |
152-04 |
151-10 |
151-16 |
| PP |
150-27 |
150-27 |
150-27 |
150-17 |
| S1 |
149-26 |
149-26 |
150-28 |
149-06 |
| S2 |
148-17 |
148-17 |
150-21 |
|
| S3 |
146-07 |
147-16 |
150-15 |
|
| S4 |
143-29 |
145-06 |
149-26 |
|
|
| Weekly Pivots for week ending 12-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-14 |
160-21 |
152-25 |
|
| R3 |
158-08 |
156-15 |
151-20 |
|
| R2 |
154-02 |
154-02 |
151-08 |
|
| R1 |
152-09 |
152-09 |
150-27 |
153-06 |
| PP |
149-28 |
149-28 |
149-28 |
150-11 |
| S1 |
148-03 |
148-03 |
150-03 |
149-00 |
| S2 |
145-22 |
145-22 |
149-22 |
|
| S3 |
141-16 |
143-29 |
149-10 |
|
| S4 |
137-10 |
139-23 |
148-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-28 |
147-17 |
4-11 |
2.9% |
1-31 |
1.3% |
82% |
True |
False |
240,464 |
| 10 |
151-28 |
147-16 |
4-12 |
2.9% |
1-31 |
1.3% |
82% |
True |
False |
242,908 |
| 20 |
155-27 |
147-16 |
8-11 |
5.5% |
1-29 |
1.3% |
43% |
False |
False |
217,928 |
| 40 |
162-02 |
147-16 |
14-18 |
9.6% |
2-01 |
1.3% |
25% |
False |
False |
110,170 |
| 60 |
165-07 |
147-16 |
17-23 |
11.7% |
1-24 |
1.1% |
20% |
False |
False |
73,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-22 |
|
2.618 |
157-30 |
|
1.618 |
155-20 |
|
1.000 |
154-06 |
|
0.618 |
153-10 |
|
HIGH |
151-28 |
|
0.618 |
151-00 |
|
0.500 |
150-23 |
|
0.382 |
150-14 |
|
LOW |
149-18 |
|
0.618 |
148-04 |
|
1.000 |
147-08 |
|
1.618 |
145-26 |
|
2.618 |
143-16 |
|
4.250 |
139-24 |
|
|
| Fisher Pivots for day following 17-Jun-2015 |
| Pivot |
1 day |
3 day |
| R1 |
150-31 |
150-31 |
| PP |
150-27 |
150-27 |
| S1 |
150-23 |
150-23 |
|